In a medium bowl, mix together the four, oats and baking soda.
In a separate bowl, cream together the butter and sugars until light and fluffy. Add the Nutella and egg and mix until fully combined. Slowly mix in the flour mixture until fully incorporated.
Refrigerate dough for 20-30 minutes.
Preheat the oven to 350˚F.
Scoop dough onto a cookie sheet lined with parchment paper and bake for 8-10 minutes.